A dynamic programming approach to price installment options. - Hatem Ben Ameur; Michèle Breton; Pascal François (Eur. J. Oper. Res., 2006)

Game theoretic analysis of negotiations under bankruptcy. - Amira Annabi; Michèle Breton; Pascal François (Eur. J. Oper. Res., 2012)

Optimal hedging when the underlying asset follows a regime-switching Markov process. - Pascal François; Geneviève Gauthier; Frédéric Godin (Eur. J. Oper. Res., 2014)

Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information. - Pascal François; Geneviève Gauthier; Frédéric Godin; Carlos Octavio Pérez Mendoza (CoRR, 2024)